+41.6%
RKT vs EXC
+21.5%
+20.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.8% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +1.4% | -3.7% | +5.2% | +2.5% |
| 3M | +6.3% | -1.3% | +7.6% | +6.5% |
| 6M | -15.5% | -9.7% | -5.7% | -13.3% |
| YTD | -27.4% | +2.9% | -30.3% | -28.4% |
| 1Y | -26.6% | +4.4% | -31.0% | -28.2% |
| All | +41.6% | +21.5% | +20.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling